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Swap duration – Schweser 1PM – Q44

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    • Avatar of vincenttvincentt
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        • CFA Level 3
        18 Oct 2017 at 4:14 pm
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        As far as i’m aware the duration for a given bond is the duration of the enter period, i don’t think you have to multiply by the years.

      • Avatar of Alta12Alta12
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          18 Oct 2017 at 4:45 pm
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          @vincentt I think I get it now. Fixed swap duration was given to be 1.2 yrs. It could not have been for one year. OMG! Confusion. Thanks for clearing it up for me.

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